Hello Nazmul, when calling Glpk from Matlab you probably have no chance.
When working directly with the Glpk library you can provide a heuristic solution in the callback routine of the MIP solver. Best regards Heinrich Schuchardt http://www.xypron.de On 06.01.14 at 06:44, Nazmul Islam wrote: > Hello, > > > > I am solving a MIP (minimization problem) using GLPK. I am running the code > > in MATLAB using YALMIP. > > > > I have roughly 3000 integer variables in my code. I use --mipgap to get an > > approximate solution in a reasonable time. From the particular instance of > > my problem, I can pre-calculate a lower bound of my problem. Can I provide > > this lower bound as an input to GLPK? > > > > An example: > > > > Let's assume that the optimal solution of my minimization problem cannot be > > lower than a value of L. > > > > In an usual setting, GLPK continuously updates the lower bounds {L1, L2, > > ...} through linear relaxation and the upper bounds {U1, U2, ... } and > > checks if the lower bound & upper bound becomes closer than the --mipgap > > value. Can I do any of the following two options? > > > > 1. I want GLPK to use max{L, L1} ; max{L, L2}, max{L, L3} as the lower > > bounds. In other words, if my provided lower bound L is greater than the > > currently found lower bound Li of GLPK, I want GLPK to use that value. This > > will narrow the gap between the lower bound and upper bound of GLPK and > > save execution time.. > > > > 2. I want GLPK to use L as the constant lower bound. In that case, GLPK > > does not need to solve any linear relaxation. It can just find the feasible > > solution and check with the lower bound that I provided. > > > > Thanks, > > > > Nazmul > > _______________________________________________ > > Help-glpk mailing list > > [email protected] > > https://lists.gnu.org/mailman/listinfo/help-glpk _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
